Goldman Sachs Call 120 CFR 17.01.2025
/ DE000GJ6AQR9
Goldman Sachs Call 120 CFR 17.01..../ DE000GJ6AQR9 /
| 1/9/2025 10:27:38 AM |
Chg.-0.12 |
Bid4:48:15 PM |
Ask4:48:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-5.45% |
2.16
Bid Size: 30,000 |
2.18
Ask Size: 30,000 |
RICHEMONT N |
120.00 CHF |
1/17/2025 |
Call |
Master data
| WKN: |
GJ6AQR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.30 |
| Parity: |
2.22 |
| Time value: |
0.17 |
| Break-even: |
151.53 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.14 |
| Spread %: |
6.22% |
| Delta: |
0.87 |
| Theta: |
-0.32 |
| Omega: |
5.44 |
| Rho: |
0.02 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.47% |
| 1 Month |
|
|
+22.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
+9.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.76 |
| 1M High / 1M Low: |
2.20 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
2.20 |
| Low (YTD): |
1/3/2025 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |